Cold Brook Dam is an earthen dam located near Hot Springs, South Dakota, in Fall River County in the southwestern part of the state, in the southern Black Hills.

[2] It impounds Cold Brook Creek, a tributary of the Cheyenne River for flood control purposes during flash flood events for nearby Hot Springs.

The dam is owned and operated by the Corps of Engineers, Omaha District.

The reservoir it creates, Cold Brook Lake, has a water surface of 36 acres (15 ha) and has a maximum capacity of 7,200 acre-feet (8,900,000 m3).

[4] Cold Brook Lake Recreation Area includes a boat ramp, picnic area, swim beach and campground is managed by the Corps of Engineers.